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Thinking so you don't have to
1-50.
Constraining their choice of number is the simplest way to start. Ideally, you want them to come up with a number between 22 and 50. A number smaller than this and you'll have to go into negative numbers (see below), and with a number larger than this the secret starts to reveal itself. I usually ask people to think of a number between 1 and 50, and if they say a number below 22 and I don't want to go into negative numbers, I will say something like "Actually, make it a bit harder. Go a bit higher."
Negative Numbers
If you want to make the magic square more interesting, you can make handy use of negative numbers. If they named their random number as 5, you could use -16 in the first of the 4 magic boxes, then -15, then -14, and -13. It will all add up correctly, and it does add an interesting new level to your magical squareishness.
Think of a number
A trick before the trick. If you ask someone to think of a number between 1 and 50, then you make a single guess, you have a 1 in 50 chance of getting it right. This means if you ask 50 people, you should get it right once. When you get it wrong the 49 times, just go straight into your magic square as if that was the plan anyway and you getting it wrong is incidental. If you get it right, just grin and say something like "I knew that would work on you", and it looks like you just read their mind or planted the number in. Brilliant. This is a great (and stupid) trick on its own, but it can very easily be used to get someone to come up with a number for your magic square.
Random.
Write the numbers down in a random order, not line by line. If they watch you write in first all the static numbers (11,8,2,1,12,7,4,6,9,5,10,3), leaving the 4 spaces for the final consecutive numbers, your moment will be busted.
Scribble.
When revealing how many directions add up to their chosen number, feel free to scribble the lines directly onto the square. It's fun sometimes to watch the numbers succumb to and vanish beneath line after line of scribble, and it also stops anyone from working out how you did it afterwards. It's the ink equivalent of burning the trick at the end. I even once ate the paper while someone was still in shock about the square they had just seen me produce from their random number.
Repetition.
They will ask you to do it again. But once is enough. You don't need to perform this more than once for it to be impressive. When your "willing participant" (aka, friend) asks you to "Do it again!", respectfully decline. Repetition is the death of most magic. Don't fall into this familiar giddy trap. It's only natural to want to more of the praise they will undoubtedly lavish upon you, but repeating the trick is not the answer. Don't let them see behind the curtain, don't do the same trick more than once for the same person, and don't say "How high?" when they tell you to jump. Once is enough.
Explaining what just happened.
They will ask you how you did it. Don't reveal your secrets. See the next section, "Some Bullshit Explanations", for some fun ways to answer this question. You've got them eating out of your hand, so milk the moment. You earned it, buddy.
Practice.
Before showing this trick to anyone, practice it dozens of times. It's the only way to perform it flawlessly every time. How do you get to Carnegie Hall? Practice practice practice.
Throw in and correct mistakes
Only the expert tightrope walker can make it look like she is constantly about to fall. She wobbles, makes mistakes, and has the audience on the edge of their seat thinking it could all go wrong with a split-second lack of concentration. With this in mind, put some numbers in the wrong boxes and promptly scribble them out for the correct numbers. It will make the final reveal all the more impressive. It could have gone wrong at any moment, and almost did several times!
NOW IT'S YOUR GO
Climb into the saddle. Grab the reins. You're up.
Performing The Magic
The Science of Leonardo: Inside the Mind of the Great Genius of the Renaissance